In neonatology, neonates have traditionally been considered incapable of feeling pain, due to the immaturity of their nervous system. Currently, there is sufficient information on the perception of pain in neonates; however, this treatment at this crucial stage for development requires a better approach. For this reason, the aim of this study was to analyse the efficacy of non-pharmacological analgesia interventions during heel prick, and to assess their effects on heart rate (HR), premature infant pain profile (PIPP) and O saturation. A systematic review and meta-analysis was performed following the guidelines of the preferred reporting items for systematic reviews and meta-analyses (PRISMA), and the Cochrane collaboration handbook. The databases PubMed, Cochrane Library, Web of Science, Scopus, CINAHL and Science Direct were searched until the end of January 2022. The DerSimonian and Laird methods were used to estimate the effect size with a 95% confidence interval (CI95%). Effect size estimates were 0.05 (95% CI: -0.19, 0.29) for HR, -0.02 (95% CI: -0.24, 0.21) for PIPP scale, and -0.12 (95% CI: -0.29, 0.05) for O saturation. The non-pharmacological interventions analysed (breastfeeding, kangaroo-mother care method, oral sucrose and non-nutritive sucking) were not statistically significant in reducing neonatal pain, but did influence the decrease in pain score and a faster stabilisation of vital signs.